+83.0%
PL vs TW
+35.9%
+47.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -9.3% | -2.3% | -7.0% | -8.5% |
| 30D | -18.9% | +3.9% | -22.9% | -20.5% |
| 3M | -58.4% | +5.7% | -64.1% | -60.3% |
| 6M | -30.3% | -14.5% | -15.8% | -25.8% |
| YTD | -8.1% | -0.9% | -7.2% | -10.5% |
| 1Y | +180.5% | -13.5% | +194.0% | +194.8% |
| 3Y | +444.1% | +25.0% | +419.2% | +346.2% |
| 5Y | +83.0% | +22.7% | +60.3% | +58.2% |
| All | +83.0% | +35.9% | +47.1% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling